ajdmom.mdl_svij.cond2_cmom.cm

ajdmom.mdl_svij.cond2_cmom.cm(l, par)

conditional central moment in scalar

Parameters:

• l (int) – order of the conditional central moment

• par (dict) – parameters in dict, jumptime (tuple) and jumpsize (tuple) must also be included

Returns:

scalar of the conditional central moment

Return type:

float